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Citations per year
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Cited by
All
Since 2019
Citations
25
18
h-index
1
1
i10-index
1
1
0
6
3
2016
2017
2018
2019
2020
2021
2022
2023
2024
1
3
3
4
2
5
5
1
1
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Andrei Lalu
PhD Candidate,
University of Amsterdam
Verified email at uva.nl -
Homepage
Financial Econometrics
Financial Economics
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Year
Asset returns with self-exciting jumps: Option pricing and estimation with a continuum of moments
HP Boswijk, RJA Laeven, A Lalu
Working paper, University of Amsterdam and Tinbergen Institute
, 2015
24
2015
Jump contagion among stock market indices: Evidence from option markets
HP Boswijk, RJA Laeven, A Lalu, E Vladimirov
Tinbergen Institute Discussion Paper 2021-086/III
, 2021
1
2021
Supplementary Material to “Jump Contagion among Stock Market Indices: Evidence from Option Markets”
HP Boswijk, RJA Laeven, A Lalu, E Vladimirov
2022
Online Appendix for: Asset Returns with Self-Exciting Jumps: Option Pricing and Estimation with a Continuum of Moments
HP Boswijk, RJA Laeven, A Lalu
2016
ASSET RETURNS WITH SELF-EXCITING JUMPS: OPTION PRICING AND ESTIMATION WITH A CONTINUUM OF MOMENTS
A Lalu, HP Boswijk, RJA Laeven
Dynstoch Workshop 2015 Programme, 17
, 0
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